K-asymptotics associated with deterministic trends in integrated and near-integrated processes
Year of publication: |
2001
|
---|---|
Authors: | Tanaka, Katsuto |
Published in: |
The Japanese economic review : the journal of the Japanese Economic Association. - Richmond, Vic. : Wiley, ISSN 1352-4739, ZDB-ID 1335724-4. - Vol. 52.2001, 1, p. 35-63
|
Subject: | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Theorie | Theory |
-
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
Galata, Robert, (1998)
-
Forecasting : methods and applications
Makridakis, Spyros G., (1998)
-
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian, (1998)
- More ...
-
Maximum likelihood estimation for the fractional Vasicek model
Tanaka, Katsuto, (2020)
-
Tanaka, Katsuto, (2019)
-
A UNIFIED APPROACH TO THE MEASUREMENT ERROR PROBLEM IN TIME SERIES MODELS
Tanaka, Katsuto, (2002)
- More ...